First of all, thanks for the great post.
I'm going to be buying my first handgun very soon and I was hoping to get some opinions from some calgunners out there. I have always shot my father's .45 so I am very comfortable with this caliber.

Any calgunners out there that have experience with any/multiple or all of these?
The purpose will basically be for primary home defense weapon as well as plinking at the range.

I know that the HK is the most expensive, I'm just wondering if it's worth the extra coin or not. From what I have read up on, most peoaple seem to be very pleased with any of these.

All of them are great guns, with each gun having a couple different features. I currently own the HK USP45 full size, and have owned an M&P9, but also shot the .45 version. The full size USP has a recoil dampening system that I believe the compact does not. The felt recoil is actually less than a 1911, at least to me it seems. It also has different characteristics from the other two guns you listed.

The USP is a hammer fired gun, and is DA/SA, but also comes in variants that can make it DA only (LEM trigger). It has an external safety that can be engaged, as well as a decocker on some variants. The XD and M&P are striker fired guns, with the XD having a grip safety similar to that of a 1911. The M&P is available with a manual thumb safety, but most people prefer to buy it without one, (a-la Glock).

All guns have provisions for mounting a pistol light, however it's much easier on the M&P and the XD, as you'll need a proprietary rail adapter for the USP.

The triggers and handling characteristics on all three guns will feel totally different, and the only way you'll really be able to tell which one is right for you is to handle them all and fire them. If they aren't available for this, then you may have to play the buy and sell game until you finally find the one that fits you best and stick with it. Or, just buy all three

I have handled all three of those guns, and I prefer the USP out of all of them. The XD felt too small and slippery in my hands, the M&P felt great but I didn't shoot well with the jointed trigger, and the USP feels just about right in my hands, with very manageable recoil.